Originally started as a grass-roots movement, the museum was founded with the passage of the Western Development Museum Act in 1949. The first home for the museum in 1949 was a refurbished hangar in North Battleford. Later the same year a similar structure in Saskatoon was converted into a second location for the museum. A third hangar was procured in Yorkton in 1951 and was likewise converted. In 1972, the first purpose-built buildings were constructed to house new locations for the museums in Yorkton and Saskatoon, followed by the addition of a new museum in Moose Jaw in 1976.[1]

The North Battleford branch of the museum has displays relating to both farm and village aspects of pioneer life. The large barn is home to a number of farm animals. The museum demonstrates how farmers worked the land in the 1920s. The location has a pioneer village, which includes a grain elevator, a co-operative store, several churches, businesses, and homes.[4]

The Saskatoon branch of the WDM was originally located on 11th Street on the city's west side, where it hosted an annual festival called "Pion-Era". The Saskatoon WDM relocated to its current site on the Prairieland Park grounds in the early 1970s. For many years the Saskatoon branch was associated with the Saskatoon Exhibition and was instrumental in the fair being renamed "Pioneer Days", which incorporated Pion-Era. By the 1980s, the WDM and the Exhibition began to distance themselves from each other and by the 1990s the WDM was no longer a part of the exhibition, which in turn all but eliminated any remaining Pion-Era elements; Pioneer Days became "The Ex" and, later, simply "Saskatoon Exhibition". The Saskatoon WDM is noted for its indoor recreation of a 1910-era "boomtown". Actual buildings from the era, combined with recreations, are kept in a climate-controlled environment and filled with artifacts of the time. Buildings on site include a homestead, a police station, a bank, a newspaper office (with working printing press), a saddle shop, a general store, and a dentist's office, to name a few. The museum also includes displays of vintageautomobiles and farm equipment. The Saskatoon branch also has convention facilities and is home to the Saskatchewan Agricultural Hall of Fame. In 2005, the Saskatoon WDM underwent major renovations to its exhibit halls in celebration of Saskatchewan's centennial.[6]

The Yorkton branch of the museum is focused on the immigrant experience. The Yorkton branch includes scenes illustrating the cultural roots of many of the groups who settled in western Canada, such as Ukrainians, English, Swedes, Germans, Doukhobors and Icelanders, among others.[7]

A replica of the Canadian Vickers Vedette is under construction by the Saskatchewan Western Development Museum. In 2003, the WDM acquired part of an original hull, which is displayed as an artifact in condition as found. With plans loaned from the Western Canada Aviation Museum, a group of volunteers from the Vintage Aircraft Restorers undertook the construction. In 2014, the VAR Vendette Project won a Ninety-Nines Canadian Award in Aviation[9][10][11]